... also, it appears that HotKeyNet intercepts my ALT-3 key BEFORE it gets sent to ANY window, and thus my Pally does not try and heal himself with the default spell in slot 3.
This is mainly, because HKN and Keyclone use internaly a different concept, hkn is a 'hotkey-program' (which can be used for keybroadcasting, but is not neccessary used for that) and Keyclone is a keybroadcaster (which can be used as an hotkey program for some things).
To illustrate more what i mean, i show the main function of hkn and keyclone:

HKN:
When a key is pressed HKN evaluates if this key is defined as an 'Trigger' for an <Hotkey..>definition, and if its so the action defined is executet. This action doesn't have to do anything with multiboxing, thus it can be for example be simply starting winamp...

Keyclone:
When keyclone recieves a key its main goal is to broadcast it to all 'registered' windows (after checking whit/black-list).

And this is why you have problems: keyclone broadcasts to every associated window.
Only thing how you can change what is broadcasting is by using 'keymaps/hotstrings', but even then you the toon which pressed the 'key', like 'alt + l' would always recieve 'alt+l'.

My suggestion to 'solve' this simply would be, if you need some keyclone speciffic features:
Run keyclone of the general broadcasting and use HKN for the needs you described.